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The Statistical Relationship between Bivariate and Multinomial Choice Models

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Abstract

The authors demonstrate the conditions under which the bivariate probit model can be considered a special case of the more general multinomial probit model. Since the attendant parameter restrictions produce a singular covariance matrix, the subsequent problems of testing on the boundary of the parameter space are circumvented by the construction of a score test.

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File URL: http://www.econ.cam.ac.uk/research/repec/cam/pdf/wp9912.pdf
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Bibliographic Info

Paper provided by Faculty of Economics, University of Cambridge in its series Cambridge Working Papers in Economics with number 9912.

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Date of creation: Jun 1999
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Handle: RePEc:cam:camdae:9912

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Web page: http://www.econ.cam.ac.uk/index.htm

Related research

Keywords: Discrete choice; Bivariate probit; Multinomial probit; Nested choice models;

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Cited by:
  1. Anna de Paoli, 2011. "Education, Teenage Fertility and Labour Market Participation, Evidence from Ecuador," Development Working Papers 319, Centro Studi Luca d\'Agliano, University of Milano, revised 17 Oct 2011.
  2. Daniela Del Boca & Robert M. Sauer, 2006. "Life Cycle Employment and Fertility Across Institutional Environments," Carlo Alberto Notebooks 20, Collegio Carlo Alberto.
  3. Massimiliano Bratti, 2003. "Labour force participation and marital fertility of Italian women: The role of education," Journal of Population Economics, Springer, vol. 16(3), pages 525-554, 08.
  4. Di Tommaso, M.L. & Weeks, M., 2000. "Decision Structures and Discrete Choices: An Application to Labour Market Participation and Fertility," Cambridge Working Papers in Economics 0009, Faculty of Economics, University of Cambridge.
  5. Bernhard Ganglmair, 2005. "Intrinsic Competition and the Labor-Schooling Trade-off in Uganda Competition in Child Labor and Schooling Decision Making in Uganda. Evidence from a Bivariate Probit Model," Labor and Demography 0504002, EconWPA, revised 21 Sep 2005.

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